+855.4%
MU vs RMD
+57.4%
+797.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.3% |
| 7D | -22.0% | +2.3% | -24.3% | -22.2% |
| 30D | -36.6% | +4.1% | -40.7% | -36.9% |
| 3M | -21.7% | +5.7% | -27.4% | -22.3% |
| 6M | +3.5% | +12.9% | -9.4% | +1.6% |
| YTD | +141.9% | -1.5% | +143.4% | +145.8% |
| 1Y | +189.8% | -4.8% | +194.6% | +197.1% |
| 3Y | +855.4% | +57.5% | +797.9% | +792.1% |
| All | +855.4% | +57.4% | +797.9% | +792.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling